WMOT.DE vs. SGAS.DE
WMOT.DE (VanEck Morningstar US Wide Moat UCITS ETF A Acc) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - WMOT.DE tracks the Morningstar Wide Moat Focus Index while SGAS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past year, WMOT.DE returned 13.43% vs 26.08% for SGAS.DE. A 0.67 correlation means they provide meaningful diversification when combined. WMOT.DE charges 0.46%/yr vs 0.07%/yr for SGAS.DE.
Performance
WMOT.DE vs. SGAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WMOT.DE achieves a 0.30% return, which is significantly lower than SGAS.DE's 11.26% return.
WMOT.DE
- 1D
- 0.93%
- 1M
- 3.96%
- YTD
- 0.30%
- 6M
- -0.44%
- 1Y
- 13.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
WMOT.DE vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WMOT.DE VanEck Morningstar US Wide Moat UCITS ETF A Acc | 0.30% | 1.01% | 18.31% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 32.70% |
Correlation
The correlation between WMOT.DE and SGAS.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2024 | 0.67 |
The correlation between WMOT.DE and SGAS.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
WMOT.DE vs. SGAS.DE — Risk / Return Rank
WMOT.DE
SGAS.DE
WMOT.DE vs. SGAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar US Wide Moat UCITS ETF A Acc (WMOT.DE) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| WMOT.DE | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.08 | -1.91 |
| Martin ratioReturn relative to average drawdown | 2.98 | 10.78 | -7.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WMOT.DE | SGAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.11 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.92 | -0.41 |
Drawdowns
WMOT.DE vs. SGAS.DE - Drawdown Comparison
The maximum WMOT.DE drawdown since its inception was -25.87%, smaller than the maximum SGAS.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for WMOT.DE and SGAS.DE.
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Drawdown Indicators
| WMOT.DE | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.87% | -33.55% | +7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -8.51% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.66% | — |
Current DrawdownCurrent decline from peak | -4.09% | -0.42% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -4.83% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 2.44% | +2.01% |
Volatility
WMOT.DE vs. SGAS.DE - Volatility Comparison
VanEck Morningstar US Wide Moat UCITS ETF A Acc (WMOT.DE) has a higher volatility of 3.61% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) at 3.03%. This indicates that WMOT.DE's price experiences larger fluctuations and is considered to be riskier than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMOT.DE | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.03% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 8.33% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 12.53% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 16.02% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.42% | 17.61% | -2.19% |
WMOT.DE vs. SGAS.DE - Expense Ratio Comparison
WMOT.DE has a 0.46% expense ratio, which is higher than SGAS.DE's 0.07% expense ratio.
Dividends
WMOT.DE vs. SGAS.DE - Dividend Comparison
Neither WMOT.DE nor SGAS.DE has paid dividends to shareholders.
Frequently Asked Questions
WMOT.DE and SGAS.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for WMOT.DE.
WMOT.DE tracks Morningstar Wide Moat Focus Index, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.46% for WMOT.DE and 0.07% for SGAS.DE.
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